Share price$54.49
1D-0.5%
Sold putSold call
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Market dataready · fetched 2026-10-20T14:16:29.830Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyOptions historyRecorded provider observations · delta-comparison-v1 · expiration-specific
History dataPriceAlpaca · sip · 2026-10-20T14:16:24.018091144Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-20T14:12:43.586726+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 64.25 | 186.8% | 19.7% | 50.74 | 89.1% | 7.8% |
| 25Δ | 55.93 | 40.7% | 3.2% | 52.35 | 63.1% | 4.8% |
| 30Δ | 55.62 | 39.4% | 2.8% | 53.28 | 47.7% | 3.0% |
| 35Δ | 55.31 | 38.2% | 2.3% | 53.74 | 39.4% | 2.2% |
| 40Δ | 55.00 | 36.9% | 1.9% | 54.09 | 34.5% | 1.6% |
| 45Δ | 54.76 | 37.7% | 1.7% | 54.30 | 33.7% | 1.4% |
| 50Δ | 54.52 | 38.5% | 1.5% | 54.50 | 32.9% | 1.2% |
| 55Δ | 54.28 | 39.3% | 1.3% | 54.71 | 32.1% | 1.0% |
| 60Δ | 54.04 | 40.2% | 1.1% | 54.92 | 31.3% | 0.8% |
| 65Δ | 53.76 | 40.3% | 0.9% | 55.19 | 32.5% | 0.6% |
| 70Δ | 53.48 | 40.2% | 0.8% | 55.52 | 35.1% | 0.6% |
| 75Δ | 53.20 | 40.2% | 0.6% | 55.85 | 37.7% | 0.5% |
| 80Δ | 52.47 | 49.6% | 0.5% | 56.56 | 44.7% | 0.4% |
| Observation | IV | Skew | Implied move |
|---|---|---|---|
| 33.74% | -0.66 pp | 8.03% | |
| 36.60% | -0.47 pp | 8.56% | |
| 36.35% | -2.70 pp | 8.51% | |
| 35.36% | -2.92 pp | 8.32% | |
| 34.05% | 1.74 pp | 8.02% | |
| 34.51% | 1.47 pp | 8.11% | |
| 35.20% | 1.16 pp | 8.25% |